Acording to John Palmer - How to Brew, the difference between lager and ale is temperature, time and yeast.
A different stain of yeast is used which is happier at low temperatures. The lower temperatures mean lower rates of activity in the yeast, and thus fermentation and conditioning takes longer. The lower temperatures also reduced the amount of fruity esters the yeast produces, which means the lager has a cleaner taste than then a light ale might. I could go on, but I wont.
Yes, if you go for a good name dried lager yeast it will be better than a no name mystery pack on the tin; probably. It is also worth remembering that the brewing process is also an incredibly important process. You have to make the wort in the right way, ferment in a completely sterilised container at a low temperature (see yeast, but probably 12°C). Finally, you have to rack the lager into a secondary fermenter and lager (German for store) at an even lower temperature (say 2°C). The lagering phase precipitates tanning, proteins and other bi-products out of the beer to give a cleaner, better beer. Finally, prime, bottle, wait for carbonation, chill and drink.
So you see, just throwing some different yeast in the bucket, fermenting at 18°C for a few days, priming, bottling, carbonating and drinking might give a drink reminiscent of lager, but it wont be lager.
My recommendation? Buy craft brewed lager (Punkdog 77 lager) and brew your own ale. Wheat beer is good and not too difficult to achieve in a home environment, but remember, don't go near sugar, always add extract. And with wheat beer, its wheat extract you want, not malt extract!